CCPPortfolioStressTestingDefinitionReportV01auth.057.001.01

CCPPortfolioStressTestingDefinitionReportV01
CCPPrtflStrssTstgDefRpt
Mandatory
Scenario Definition
ScnroDef
Repetition (1..n)
Identification
Id
Mandatory

Scenario Type

ScnroTp
Mandatory

Definition: Indicates whether the scenario is based on a historical event or a hypothetical scenario.

Type: ScenarioType1Code (String)

Allowed Values:

  • HIST (Historical): Scenario that replays an event that occurred in the past, including antithetic historical scenarios.
  • HYPT (Hypothetical): Scenario that is defined by a hypothetical or theoretical event that may happen in the future.

Strategy Stress Type
StrtgyStrssTp
Mandatory
Stress Item
StrssItm
Repetition (1..2)
Description
Desc
Optional
Supplementary Data
SplmtryData
Repetition (0..n)
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